Commodities and Global Markets provides clients with an integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange and commodities.
CGM Quant solves complex business problems in financial and physical markets. We are a leading global team of commercial quantitative specialists, closely aligned with the CGM business platform. We apply advanced skills from mathematics and science to strengthen the platform for derivative valuation and risk management, extend automated and data-driven decision making, ensure integrity and the proper governance of models, and create new opportunities for growth.
We are looking for an experienced candidate seeking to further their career as a quantitative analyst.
This is a front-office role, based in Sydney, and supporting the global business.
The responsibilities of the role are to:
research and implement financial models for derivative valuation and trading
provide quantitative expertise to traders, structurers, and marketers
develop products in collaboration with experts across the group
extend and evolve our quantitative models library
We are seeking a candidate with:
outstanding academic achievements, a PhD in a quantitative discipline (e.g. maths, physics or engineering), and a strong academic network
experience with C++, Python or other programming languages
commercial experience in a quantitative field
good written and verbal communication skills and the ability to work autonomously and under pressure
This represents an outstanding opportunity to be a part of a global team, closely aligned with revenue generation.
Please send us a covering letter and concise resume as one Word or PDF-formatted document. Simply insert a covering letter into the front or back of your resume.
Find out more about Macquarie at www.macquarie.com/about
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
Advertised: 29 May 2017 AUS Eastern Standard Time Applications close: